Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 0.40% | 2.50 CHF | 2.51 CHF | 160'000 | 160'000 | 159'558 | 159'558 | 400'100 CHF | 401'696 CHF | 100.00% | 100.00% |
12.07.2024 | 0.40% | 2.52 CHF | 2.53 CHF | 160'000 | 160'000 | 159'340 | 159'340 | 400'401 CHF | 401'994 CHF | 100.00% | 100.00% |
11.07.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 160'000 | 160'000 | 159'254 | 159'254 | 401'133 CHF | 402'727 CHF | 100.00% | 100.00% |
10.07.2024 | 0.40% | 2.54 CHF | 2.55 CHF | 160'000 | 160'000 | 159'341 | 159'341 | 401'871 CHF | 403'465 CHF | 100.00% | 100.00% |
09.07.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 160'000 | 160'000 | 159'500 | 159'500 | 401'677 CHF | 403'272 CHF | 100.00% | 100.00% |
08.07.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 160'000 | 160'000 | 158'358 | 158'358 | 408'412 CHF | 409'996 CHF | 99.99% | 99.99% |
05.07.2024 | 0.38% | 2.59 CHF | 2.60 CHF | 156'000 | 156'000 | 155'581 | 155'581 | 407'306 CHF | 408'862 CHF | 99.99% | 99.99% |
04.07.2024 | 0.38% | 2.64 CHF | 2.65 CHF | 156'000 | 156'000 | 155'357 | 155'357 | 409'300 CHF | 410'854 CHF | 100.00% | 100.00% |
03.07.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 156'000 | 156'000 | 155'413 | 155'413 | 405'084 CHF | 406'638 CHF | 99.38% | 99.38% |
02.07.2024 | 0.40% | 2.49 CHF | 2.50 CHF | 164'000 | 164'000 | 160'986 | 160'986 | 401'692 CHF | 403'302 CHF | 100.00% | 100.00% |